ISmHodrickPrescottFilter

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmHodrickPrescottFilter interface defines the parameters of Hodrick-Prescott filter.

Inheritance Hierarchy

          IStatMethod

          ISmHodrickPrescottFilter

Comments

This method is used to single out long-term trends of time series. This is a two-sided linear filter that calculates a series S based on a source series Y by minimizing the spread of S series elements around Y provided that the sum of elements of twice differenced S series is a minimum.

Properties

	Property name	Brief description
	Fitted	The Fitted property returns a modeling series.
	Frequency	The Frequency property determines the number of periods in the year.
	MissingData	The MissingData property determines missing data treatment parameters.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	Power	The Power property determines the value of the power used as the smoothing parameter.
	Residuals	The Residuals property returns a residual series.
	Serie	The Serie property determines source series parameters.
	SmoothingParameter	The SmoothingParameter property determines smoothing parameter.
	SmoothingParameterMode	The SmoothingParameterMode property determines the method of setting the smoothing parameter.
	SummaryStatistics	The SummaryStatistics property returns summary statistics.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces | Hodrick-Prescott filter